Epicurus' materialist ontology (his catalog of the kinds of things that exist) explicitly rejected the existence of supernatural and nonphysical entities. Accordingly, he found the idea of a disembodied afterlife to be pure nonsense, a contradiction in terms. To him, the mind is an aspect of life, rooted in the biology and the physics of the body: when the body dies, so does the mind.
You may think this means that death must be bad for you, since on this view death means nonexistence. But Epicurus thought such a conclusion is irrational: how can death be bad for you when there is no longer a "you" to be affected by death? You did not suffer before you came into existence, and to Epicurus (as interpreted by the Roman poet and philosopher Lucretius in the following reading by Charlton Griffin), the time before your birth presents you with a mirror image of what the time after your death will mean for you: absolute nothingness, and how can you possibly be afraid of nothing?